The simplest radio is a crystal set which makes use of the radio waves'
electrical energy and so doesn't need a battery. It only works if you
have a very large antenna and if the radio signals are strong. A crystal
set radio is composed of five basic parts: an antenna, coil, tuning
capacitor, crystal detector and earpiece (or headphone).

Any piece of wire (or indeed metal) can act as an antenna.
As the radio waves pass across the antenna they create tiny voltages in
the wire. In general, the longer the wire the larger the voltage produced.
This voltage is actually a mixture of voltages from all the radio waves
that are passing through the wire, perhaps from a hundred or more different
stations! The antenna is connected to a coil and a device called a tuning
capacitor. These act as a filter to select which of the radio-wave voltages should
be picked out. As the name suggests, the coil is made up of many turns of
wire. The capacitor is essentially two metal plates separated by a small
gap. It's designed so that the extent to which the plates overlap can
be varied. In this way, you can control the filtering  in other
words, tune the radio. The voltages that make it through the coil and capacitor
pass to the crystal detector, a device that converts them back into the
original signal (as a tiny, varying voltage) which the earpiece converts into sound!